One version of the Clark representation theorem for Arratia flow
Probability
2007-05-23 v1
Abstract
The article contains description of the functionals from the family of coalescing Brownian particles. New type of the stochastic integral is introduced and used.
Keywords
Cite
@article{arxiv.math/0611748,
title = {One version of the Clark representation theorem for Arratia flow},
author = {Andrey A Dorogovtsev},
journal= {arXiv preprint arXiv:math/0611748},
year = {2007}
}
Comments
9 pages